Are prime rate changes asymmetric?
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Volume (Year): (2000)
Issue (Month): Sep ()
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References listed on IDEAS
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- Michael Dueker, 1998.
"Conditional heteroskedasticity in qualitative response models of time series: a Gibbs sampling approach to the bank prime rate,"
1998-011, Federal Reserve Bank of St. Louis.
- Dueker, Michael, 1999. "Conditional Heteroscedasticity in Qualitative Response Models of Time Series: A Gibbs-Sampling Approach to the Bank Prime Rate," Journal of Business & Economic Statistics, American Statistical Association, vol. 17(4), pages 466-72, October.
- Hutchison, David E, 1995. "Retail Bank Deposit Pricing: An Intertemporal Asset Pricing Approach," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 27(1), pages 217-31, February.
- Diebold, Francis X & Sharpe, Steven A, 1990. "Post-deregulation Bank-Deposit-Rate Pricing: The Multivariate Dynamics," Journal of Business & Economic Statistics, American Statistical Association, vol. 8(3), pages 281-91, July.
- Richard J. Gilbert & Paul Klemperer, 2000.
"An Equilibrium Theory of Rationing,"
RAND Journal of Economics,
The RAND Corporation, vol. 31(1), pages 1-21, Spring.
- Judith A. Chevalier & David S. Scharfstein, 1994.
"Capital Market Imperfections and Countercyclical Markups: Theory and Evidence,"
NBER Working Papers
4614, National Bureau of Economic Research, Inc.
- Chevalier, Judith A & Scharfstein, David S, 1996. "Capital-Market Imperfections and Countercyclical Markups: Theory and Evidence," American Economic Review, American Economic Association, vol. 86(4), pages 703-25, September.
- Klemperer, Paul, 1995. "Competition When Consumers Have Switching Costs: An Overview with Applications to Industrial Organization, Macroeconomics, and International Trade," Review of Economic Studies, Wiley Blackwell, vol. 62(4), pages 515-39, October.
- Cover, James Peery, 1992. "Asymmetric Effects of Positive and Negative Money-Supply Shocks," The Quarterly Journal of Economics, MIT Press, vol. 107(4), pages 1261-82, November.
- Eichengreen, Barry & Watson, Mark W & Grossman, Richard S, 1985. "Bank Rate Policy under the Interwar Gold Standard: A Dynamic Probit Model," Economic Journal, Royal Economic Society, vol. 95(379), pages 725-45, September.
- Neumark, David & Sharpe, Steven A, 1992.
"Market Structure and the Nature of Price Rigidity: Evidence from the Market for Consumer Deposits,"
The Quarterly Journal of Economics,
MIT Press, vol. 107(2), pages 657-80, May.
- David Neumark & Steven A. Sharpe, 1989. "Market structure and the nature of price rigidity: evidence from the market for consumer deposits," Finance and Economics Discussion Series 52, Board of Governors of the Federal Reserve System (U.S.).
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